NVIDIA / NVIDIA/nvmath-python

DirectSolver yields incorrect result for random and close to random matrices

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Cython
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Description

I was considering swapping cupy sparse solvers for nvmath Python/cuDSS DirectSolver, but I am unable to obtain correct results even for small problem instances.

Minimal example

In example01_cupy.py replace

n = 8
...
a += sp.diags([2.0] * n, format="csr", dtype="float64")

with

n = 100
...
# a += sp.diags([2.0] * n, format="csr", dtype="float64")

The same remains true, if I used small, but not tiny values for the diagonal like 0.01.

Example observation 1
||A||: 	40.65133430135082
||b||: 	14.142135623730951

det(A): 7.262125991606542e+28

02-10 17:35:07 userlogger   INFO     = SPECIFICATION PHASE =
02-10 17:35:07 userlogger   INFO     The LHS package is cupyx.
02-10 17:35:07 userlogger   INFO     The RHS package is cupy.
02-10 17:35:07 userlogger   INFO     The device_id=0, dtype = float64, index type = int32.
02-10 17:35:07 userlogger   INFO     The number of equations = 100.
02-10 17:35:07 userlogger   INFO     The operands' memory space is cuda, and the execution space is on device 0.
02-10 17:35:07 userlogger   INFO     The specified stream for the DirectSolver ctor is <cuda.core.experimental._stream.Stream object at 0x14b6709b87c0>.
02-10 17:35:07 userlogger   INFO     The library handle has been created: 94793135484384.
02-10 17:35:07 userlogger   INFO     The sparse direct solver operation has been created.
02-10 17:35:07 userlogger   INFO     Starting solver phase ANALYSIS...
02-10 17:35:07 userlogger   INFO     This call is non-blocking and will return immediately after the operation is launched on the device.
02-10 17:35:07 userlogger   INFO     Starting solver phase FACTORIZATION...
02-10 17:35:07 userlogger   INFO     This call is non-blocking and will return immediately after the operation is launched on the device.
02-10 17:35:07 userlogger   INFO     Starting solver phase SOLVE...
02-10 17:35:07 userlogger   INFO     This call is non-blocking and will return immediately after the operation is launched on the device.
02-10 17:35:07 userlogger   INFO     The DirectSolver object's resources have been released.

 CuDSS:
||x||: 		29391823863.993862
||Ax - b||: 	92575181911.9934

CuPy:
||x||: 		10.647411227999223
||Ax - b||: 	4.289313285599112e-14

NumPy:
||x||: 		10.647411227999223
||Ax - b||: 	4.29904389535207e-14

Note that I computed the determinant to check whether A is invertible.

Example observation 2

Vice versa I made the observation that DirectSolver sometimes returns not nan even though the determinant is 0. Note that here b = cp.ones((n, 1), order="F") was only a vector

||A||: 	5.6922584694712395
||b||: 	10.0

det(A): 0.0

02-10 17:30:48 userlogger   INFO     = SPECIFICATION PHASE =
02-10 17:30:48 userlogger   INFO     The LHS package is cupyx.
02-10 17:30:48 userlogger   INFO     The RHS package is cupy.
02-10 17:30:48 userlogger   INFO     The device_id=0, dtype = float64, index type = int32.
02-10 17:30:48 userlogger   INFO     The number of equations = 100.
02-10 17:30:48 userlogger   INFO     The operands' memory space is cuda, and the execution space is on device 0.
02-10 17:30:48 userlogger   INFO     The specified stream for the DirectSolver ctor is <cuda.core.experimental._stream.Stream object at 0x14c6b6504580>.
02-10 17:30:48 userlogger   INFO     The library handle has been created: 94064601263200.
02-10 17:30:48 userlogger   INFO     The sparse direct solver operation has been created.
02-10 17:30:48 userlogger   INFO     Starting solver phase ANALYSIS...
02-10 17:30:48 userlogger   INFO     This call is non-blocking and will return immediately after the operation is launched on the device.
02-10 17:30:48 userlogger   INFO     Starting solver phase FACTORIZATION...
02-10 17:30:48 userlogger   INFO     This call is non-blocking and will return immediately after the operation is launched on the device.
02-10 17:30:48 userlogger   INFO     Starting solver phase SOLVE...
02-10 17:30:48 userlogger   INFO     This call is non-blocking and will return immediately after the operation is launched on the device.
02-10 17:30:48 userlogger   INFO     The DirectSolver object's resources have been released.

 CuDSS:
||x||: 		1.5379474527090538e+102
||Ax - b||: 	1.5379474527090537e+89

CuPy:
||x||: 		nan
||Ax - b||: 	nan

NumPy:
||x||: 		nan
||Ax - b||: 	nan

Guide de contribution

Ouvrir le guide de contribution

Par où commencer

  1. Lisez l'issue en entier, puis le guide de contribution du projet.
  2. Signalez en commentaire que vous la prenez — cela évite que deux personnes fassent le même travail.
  3. Forkez le dépôt et travaillez sur une branche.
  4. Ouvrez une pull request qui référence le numéro de l'issue.

Piste de recherche

Commencez par example01_cupy.py et reproduisez les cas signalés en faisant varier n et la valeur diagonale. Comparez les résultats de DirectSolver avec les sorties de CuPy et NumPy, y compris les normes et les résidus indiqués dans l’issue. La tâche est terminée lorsque la cause des résultats incorrects pour les matrices non singulières et singulières a été identifiée et corrigée.

Rédigé par le modèle d'indexation à partir du texte de l'issue.

Évaluation

Stack technique
python
Domaine
backend
Type d'issue
Bug
Difficulté
4/5
Temps estimé
3-5 jours
Activité
À l'abandon
Clarté
Plutôt claire
Accessibilité débutants
35/100

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